+42.6%
XLP vs HUM
+2.1%
+40.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.4% | 0.0% |
| 7D | +2.3% | +4.8% | -2.5% | +2.1% |
| 30D | +9.1% | +1.6% | +7.5% | +9.0% |
| 3M | +7.9% | +13.8% | -6.0% | +7.0% |
| 6M | +9.6% | +60.0% | -50.4% | +6.3% |
| YTD | +19.4% | +72.7% | -53.2% | +15.0% |
| 1Y | +22.4% | +86.1% | -63.8% | +17.1% |
| 3Y | +43.2% | -7.8% | +51.0% | +47.2% |
| 5Y | +42.6% | +2.7% | +39.8% | +41.6% |
| All | +42.6% | +2.1% | +40.4% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling